Preheat your oven to 375°F (190°C).
In a large oven-safe dish, heat olive oil over medium heat and sauté the chopped onion until translucent, about 5 minutes.
Add the minced garlic and cook for about 1 minute until fragrant.
Stir in the Arborio rice and cook for 2-3 minutes, coating the grains with the oil and cooking them lightly.
Add the pumpkin puree, vegetable broth, nutmeg, and Parmesan, mixing well to combine all ingredients evenly.
Cover the dish tightly with aluminum foil and place it in the preheated oven.
Bake for 30-35 minutes, or until the rice is creamy and the liquid is absorbed. Remove from the oven and uncover carefully.
Stir in the goat cheese until melted and creamy within the risotto.
Taste and adjust seasoning if necessary before serving with fresh herbs as a garnish.